Morgan Stanley Call 90 GXI 21.03.2025
/ DE000MG2F0P7
Morgan Stanley Call 90 GXI 21.03..../ DE000MG2F0P7 /
| 2024-05-30 8:26:45 AM |
Chg.0.00 |
Bid10:57:21 AM |
Ask10:57:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
0.00% |
3.15
Bid Size: 40,000 |
3.24
Ask Size: 40,000 |
GERRESHEIMER AG |
90.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
MG2F0P |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.40 |
| Parity: |
1.23 |
| Time value: |
1.94 |
| Break-even: |
121.70 |
| Moneyness: |
1.14 |
| Premium: |
0.19 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.10 |
| Spread %: |
3.26% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
2.31 |
| Rho: |
0.33 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.90% |
| 1 Month |
|
|
-2.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.43 |
3.03 |
| 1M High / 1M Low: |
3.43 |
2.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
